+35.6%
EWZ vs PAYX
-6.2%
+41.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -1.1% |
| 7D | +6.5% | -4.2% | +10.7% | +5.8% |
| 30D | +4.8% | +2.9% | +1.9% | +5.3% |
| 3M | +9.9% | +23.6% | -13.7% | +13.1% |
| 6M | +1.9% | +30.0% | -28.1% | +6.0% |
| YTD | +20.3% | +12.2% | +8.1% | +23.5% |
| 1Y | +35.6% | -7.5% | +43.1% | +39.2% |
| All | +35.6% | -6.2% | +41.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PAYX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling